A put option that expires in five months with an exercise price of $60 sells for $3.19.
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A put option that expires in five months with an exercise price of $60 sells for $3.19. The stock is currently priced at $57, and the risk-free rate is 4.1 percent per year, compounded continuously. What is the price of a call option with the same exercise price?
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Related Book For
Corporate Finance Core Principles And Applications
ISBN: 9781260571127
6th Edition
Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe, Bradford Jordan
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